The current implementation of the method Filter::Reset() is broken, at least
for instances of KalmanFilter and subclasses: It overwrites the pointer _post
to the posterior density, which is instantiated individually in the subclasses.
The subclass will therefore overwrite the prior given by the user after the
reset and destruction of the filter leads to undefined behevior.

I attached a patch for the KalmanFilter class, but other filters might be
affected as well.